Transcript Mod17-A Statistics for Water Science

Statistics for Water Science:
Hypothesis Testing:
Fundamental concepts and a
survey of methods
Unite 5: Module 17, Lecture 2
Statistics
 A branch of mathematics dealing with the
collection, analysis, interpretation and
presentation of masses of numerical data:
 Descriptive Statistics (Lecture 1)
 Basic description of a variable
 Hypothesis Testing (Lecture 2)
 Asks the question – is X different from Y?
 Predictions (Lecture 3)
 What will happen if…
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Objectives
 Introduce the basic concepts and assumptions of
significance tests
 Distributions on parade
 Developing hypotheses
 What is “true”?
 Survey statistical methods for testing for differences in
populations of numbers
 Sample size issues
 Appropriate tests
 What we won’t do:
 Elaborate on mathematical underpinnings of tests (take a
good stats course for this!)
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From our last lecture
 The mean:
 A measure of central tendency
 The Standard Deviation:
 A measure of the ‘spread’ of the data
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Tales of the normal distribution
 Many kinds of data follow this symmetrical, bell-shaped
curve, often called a Normal Distribution.
 Normal distributions have statistical properties that
allow us to predict the probability of getting a certain
observation by chance.
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Tales of the normal distribution
 When sampling a variable, you are most likely to obtain
values close to the mean
 68% within 1 SD
 95% within 2 SD
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Tales of the normal distribution
 Note that a couple values are outside the 95th (2 SD)
interval
 These are improbable
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Tales of the normal distribution
 The essence of hypothesis testing:
 If an observation appears in one of the tails of a
distribution, there is a probability that it is not part of that
population.
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“Significant Differences”
 A difference is considered significant if the
probability of getting that difference by random
chance is very small.
 P value:
 The probability of making an error by chance
 Historically we use p < 0.05
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The probability of detecting a significant
difference is influenced by:
 The magnitude of the effect
 A big difference is more likely to be significant
than a small one
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The probability of detecting a significant
difference is influenced by:
 The spread of the data
 If the Standard Deviation is low, it will be easier
to detect a significant difference
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The probability of detecting a significant
difference is influenced by:
 The number of observations
 Large samples more likely to detect a difference
than a small sample
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Hypothesis testing
 Hypothesis:
 A statement which can be proven false
 Null hypothesis HO:
 “There is no difference”
 Alternative hypothesis (HA):
 “There is a difference…”
 In statistical testing, we try to “reject the null
hypothesis”
 If the null hypothesis is false, it is likely that our
alternative hypothesis is true
 “False” – there is only a small probability that the results
we observed could have occurred by chance
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Common probability levels
Alpha
Level
Reject Null
Hypothesis
P > 0.05
Not significant
No
P < 0.05
1 in 20
Significant
Yes
P <0.01
1 in 100
Significant
Yes
1 in 1000
Highly
Significant
Yes
P < 0.001
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Types of statistical errors (you could be right,
you could be wrong)
Accept Ho
Reject Ho
Ho is True
Correct Decision
Type I Error
Alpha
Ho is False
Type II Error
Beta
Correct Decision
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Examples of type I and type II errors
Type II
Error
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Common statistical tests
Question
Test
Does a single observation belong to a population of values?
Z-test
Are two (or more populations) of number different?
T-test
F-test (ANOVA)
Is there a relationship between x and y
Regression
Is there a trend in the data (special case of above
Regression
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Does a single observation belong to a
population of values: The Z-test
 On June 26, 2002, a temperature probe reading at 7 m
depth in Medicine Lake was 20.30 C. Is this unusually
high for June?
Medicine Lake
June 2002 Temp - 7 m
Note: this is a
“one-tailed test”,
we just want to
know if it’s high
# observations
12
10
8
6
June Temp
4
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21.00
20.75
20.50
20.25
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19.75
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18.75
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We’re not asking
if it is unusually
low or high (2tailed)
Temperature
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The z distribution: Standard normal distribution)
 The Z-distribution is a Normal Distribution, with special
properties:
 Mean = 0 Variance = 1
 Z = (observed value – mean)/standard error
 Standard error = standard deviation * sqrt(n)
The Z distribution
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Medicine lake example
 Calculate the Z-score for the observed data
 Compare the Z score with the significant value
for a one tailed test (1.645)
Medicine Lake
June 2002 Temp - 7 m
# observations
12
10
8
6
June Temp
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21.00
20.75
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20.25
20.00
19.75
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19.00
18.75
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Temperature
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The Deep Math…
Z = (observed value – mean)/standard error
Standard error = standard deviation * sqrt(n)
Z = (20.3 – 19.7)
0.08
= 6.89
 Since 6.89 > the critical Z value of 1.64
 Our deep temperature is significantly higher than the
June average temperature.
 Further exploration shows that a storm the previous
day caused the warmer surface waters to mix into the
deeper waters.
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Are two populations different: The t-test
 Also called Student’s t-test. “Student” was a
synonym for a statistician that worked for
Guinness brewery
 Useful for “small” samples (<30)
 One of the most basic statistical tests, can be
performed in Excel or any common statistical
package
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Are two populations different: The t-test
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Are two populations different: The t-test
 One of the most basic statistical tests, can be
performed in Excel or any common statistical
package
 Same principle as Z-test – calculate a t value,
and assess the probability of getting that value
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In Excel
 Formula:
 @ttest(Pop1, Pop2, #Tails, TestType)
 Tailed tests: 1 or 2
 TestType
 1 - paired (if there is a logical pairing of XY data)
 2 - equal variance
 3 - unequal variance
 Test returns exact probability value
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Example: 1-tailed temperature comparison
 @ttest(Pop1, Pop2, 1, 3) = 1.5 * 10-149
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ANOVA: Tests of multiple populations
 ANOVA – analysis of variance
 Compare 2 or more populations
 Surface temperatures for 3 lakes
 Can handle single or multiple factors
 One way ANOVA – comparing lakes
 Two-way ANOVA – compare two factors
 Temperature x Light effects on algal populations
 Repeated measures ANOVA – compare factors
over time
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Next Time: Regression - Finding relationships
among variables
Dissolved Oxygen (ppm)
H a ls te d S u rfa c e - A u g u s t 1 9 9 9
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DO
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pH
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